Access Statistics for Emmanuel Joel Aikins Abakah

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis 0 0 1 16 0 1 20 53
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 0 0 0 10 0 3 13 130
The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic 0 0 0 18 0 1 6 51
The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds 0 0 0 0 3 5 10 10
US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach 0 0 0 101 0 0 1 23
Total Working Papers 0 0 1 145 3 10 50 267


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach 0 0 0 0 0 0 2 2
A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period 0 0 0 0 0 0 4 4
A time-varying Granger causality analysis between water stock and green stocks using novel approaches 0 0 2 3 0 0 3 4
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices 0 3 3 10 2 16 39 85
An empirical analysis of the dynamic relationship between clean and dirty energy markets 0 0 3 4 1 2 9 13
Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach 0 0 0 3 0 0 1 19
Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets 0 0 7 7 0 0 26 26
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events 1 1 6 6 2 4 18 18
Bitcoin, Fintech stocks and Asian Pacific equity markets: a dependence analysis with implications for portfolio management 1 1 1 1 3 4 4 4
Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications 0 0 3 6 2 4 22 49
Connectedness and directional spillovers in energy sectors: international evidence 0 0 1 13 1 1 5 27
Consumer sentiments across G7 and BRICS economies: Are they related? 0 3 3 3 0 4 6 6
Correction: Correlation and price spillover effects among green assets 0 0 0 0 0 0 1 1
Correlation structure between fiat currencies and blockchain assets 0 1 8 8 0 4 17 17
Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht 0 0 3 8 0 2 6 15
Cryptocurrencies and stock market indices. Are they related? 2 3 9 133 4 10 44 554
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy 0 0 1 2 0 1 8 10
Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches 3 3 9 17 10 12 31 45
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies 0 3 7 41 0 7 20 120
Economic policy uncertainty: Persistence and cross-country linkages 0 0 1 7 1 3 9 52
Economic sanctions sentiment and global stock markets 0 0 9 9 3 7 32 34
Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks 0 2 7 12 3 10 45 60
Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors 0 1 2 4 0 3 7 23
Extreme downside risk connectedness and portfolio hedging among the G10 currencies 0 1 2 2 0 4 10 10
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications 1 1 4 7 3 4 15 27
Financial stress spillover across Asian Countries 0 0 0 0 0 1 2 2
Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis 0 1 8 21 1 4 21 53
Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach 0 0 0 0 0 2 4 7
Global value chains in sub-Saharan Africa: The role of business regulations, policies and institutions 0 1 8 9 1 2 13 15
How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis 0 1 9 19 1 3 21 62
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach 0 0 3 5 0 2 7 20
Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain 0 0 2 3 0 0 2 7
Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic 0 0 2 17 0 1 12 73
Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques 0 0 0 0 0 1 3 8
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks 0 0 0 4 1 5 14 35
Monetary policy uncertainty and ESG performance across energy firms 0 0 1 1 0 0 9 9
Non-linear approach to Random Walk Test in selected African countries 0 0 1 4 1 1 2 9
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis 0 0 2 2 0 9 21 33
Persistence in US Treasury bonds 0 0 2 5 2 3 11 21
Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence 0 0 1 1 1 1 8 10
Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks 0 1 8 17 0 4 23 46
Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak 2 3 8 47 3 7 22 118
Re-examination of international bond market dependence: Evidence from a pair copula approach 0 0 0 6 0 2 5 29
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas 0 0 1 6 0 2 15 43
Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis 0 0 5 27 2 5 16 59
Return and volatility spillovers among oil price shocks and international green bond markets 0 1 3 3 0 1 11 11
Risk synchronization in Australia stock market: A sector analysis 0 0 1 1 0 2 4 4
Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks 0 0 1 2 0 4 11 27
Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach 0 0 0 5 0 1 7 16
Tail risk contagion across electricity markets in crisis periods 1 1 5 13 1 3 24 42
Tail risk dependence, co-movement and predictability between green bond and green stocks 0 2 3 13 0 2 7 29
Tail risk intersection between tech-tokens and tech-stocks 0 0 1 1 0 0 2 2
The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas 0 0 1 1 0 1 3 3
The connectedness in the world petroleum futures markets using a Quantile VAR approach 0 0 0 4 0 0 3 13
The effects of public sentiments and feelings on stock market behavior: Evidence from Australia 1 3 7 21 3 9 17 68
The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis 0 0 0 1 1 1 5 7
The influence of economic policy uncertainty shocks on art market 0 0 1 5 1 1 9 20
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets 0 0 0 2 0 1 6 20
Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution 0 0 2 13 0 1 5 54
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification 0 0 1 10 0 0 3 33
Time-varying relationship between international monetary policy and energy markets 0 0 3 3 0 2 11 11
U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging 0 1 2 5 0 3 9 23
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach 0 0 0 2 0 0 0 6
Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management 0 0 1 2 0 1 4 13
Volatility persistence in cryptocurrency markets under structural breaks 0 0 0 18 0 0 15 130
Total Journal Articles 12 38 184 625 54 190 771 2,416


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing the Impact of Socio-Political Risk on Natural Resources in Africa 0 0 0 0 0 1 7 7
COVID-19 pandemic and sustainable and responsible investment: agenda for reform and prevention of another crisis 0 0 0 5 0 1 1 9
Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method 0 0 1 1 0 0 2 2
Total Chapters 0 0 1 6 0 2 10 18


Statistics updated 2025-04-04